A daily RSI-driven rotation among VXX (volatility hedge), TQQQ (levered Nasdaq), and a defensive pick between XLP or IGLB based on the most oversold signal. It aims for quick captures of extremes (overbought/oversold) with a safety tilt through staples/bonds when not extreme.

- Measure Nasdaq momentum using a 10-day RSI on QQQ (Nasdaq-100 ETF). RSI is a gauge of recent price strength versus weakness. A high RSI suggests recent up-moves are strong (and possibly overbought); a low RSI suggests weakness or a potential rebound. - If QQQ RSI > 79: take a position in VXX (volatility) for that day. VXX tends to rise when volatility spikes, which often accompanies sharp market drops or fear rallies. - Else if QQQ RSI <= 28: take a position in TQQQ (3x leveraged Nasdaq-100) for that day, betting on a strong rebound when the market has been oversold. - Otherwise: among XLP (Consumer Staples) and IGLB (Investment Grade Corporate Bonds), pick the one with the lower RSI over the last 10 days (i.e., the more oversold) and invest in that single asset for the day. - Rebalance daily means these checks and the resulting single-asset position are updated every trading day. - In short: the strategy uses momentum extremes to switch between a volatility hedge, a levered tech rebound, or a defensive exposure, with a simple rule to choose between staples and investment-grade bonds when not at extremes.

A daily RSI-driven rotation among VXX, TQQQ, and defensives captures extreme moves and diversifies a pure equity core. Out-of-sample: ~12.5% annualized return with Calmar ~1.73—volatility-aware, complementary to the S&P 500.